Online Portfolio Selection Toolbox
收藏DataCite Commons2021-03-12 更新2024-07-13 收录
下载链接：
https://researchdata.smu.edu.sg/articles/dataset/Online_Portfolio_Selection_Toolbox/12062742/1
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资源简介：
OLPS is an open-source toolbox for On-Line Portfolio Selection, which includes a collection of classical and state-of-the-art on-line portofolio selection strategies implemented in Matlab/Octave.Related Publication: Li, B., & Hoi, S. C. (2014). Online portfolio selection: A survey. <em>ACM Computing Surveys</em>, <em>46</em>(3), 35. http://doi.org/10.1145/2512962
提供机构：
SMU Research Data Repository (RDR)
创建时间：
2020-04-02
